Skew Ornstein-Uhlenbeck processes and their financial applications

Suxin Wang, Shiyu Song, Yongjin Wang. Skew Ornstein-Uhlenbeck processes and their financial applications. J. Computational Applied Mathematics, 273:363-382, 2015. [doi]

Authors

Suxin Wang

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Shiyu Song

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Yongjin Wang

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